On the independent components model for functional data
M. Vidal, A. M. Aguilera del Pino
Functional principal component analysis (FPCA) has a central role in many classical functional statistical methods. However, this technique exploits the uncorrelatedness rather than other stronger properties, such as independence. High dimensional problems are progressively being adapted to the functional setting as there is a compelling need to disentangle the complexity of the data to a reduced number of variables whose linearity and smootheness is translated into highly interpretable outcomes. As an extension of the classical FPCA, we introduce a plethora of functional independent component models that go beyond the traditional methods of data reduction. The presented formulations are based on the spectral decomposition of a kurtosis operator surrogate on a sphering transformation derived from the factorization of the precision operator composed in a secondary space. We investigate optimality regarding the patterns of variability mixed in the data.
Keywords: Functional independence; Kurtosis operator; Whitening operator
Scheduled
GT06 Functional Data Analysis II. Tools and apps
June 8, 2022 4:00 PM
Grade Hall
Other papers in the same session
N. Acar Denizli, P. Delicado
O. Ojo, R. E. Lillo Rodriguez, A. Fernández Anta
C. J. Acal González, A. M. Aguilera del Pino, M. Escabias Machuca
C. Ramos Carreño, J. L. Torrecilla Noguerales, A. Suárez González
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6/8/22
Visit Alhambra
Tomorrow, Thursday, we will visit the Alhambra. 1. At 7:00 p.m., buses will start leaving from the door of the Hotel Granada Center (in front of the door of the Faculty of Sciences) 2. Upon arrival, groups with guides will be organized. 3. There will be groups in English language. These groups will wait at the destination until the arrival of all buses. 4. After the visit to the Alhambra we will walk to the Carmen de los Mártires to have a cocktail. 5. On the way back, we can go back by bus, which will leave from the same place where they left us at the Alhambra. 6. Although the way to the Alhambra by bus seems long, it really is close to the city. We invite you, whoever wishes, to go down for a pleasant walk. 7. Do not forget to take your Alhambra ticket and your identity card or passport. The document must be the same whose number matches the ticket number you have.
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5/31/22
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5/27/22
Gala Dinner
It opens the possibility that anyone who is registered for the conference, and wants non-registered companions to attend the gala dinner, can do so by paying the price of this dinner (80 euros VAT included). This payment must be made before June 1 (inclusive). To do this, contact with [email protected]
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5/23/22
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To access the Alhambra on the visit on Thursday 9, it is obligatory to present the identification document whose reference was sent to the organization (eurocongress)
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5/16/22
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